V-Lab: MV Oil Trust MF2-GARCH Volatility Analysis

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V-Lab

MV Oil Trust MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:119.92% (-15.53%)

Analysis last updated: Monday, December 15, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.1631	22.11
$β$	0.6383	68.54
$γ$	0.2087	12.41
$λ_{1}$	0.2035	3.41
$λ_{2}$	0.2095	5.19
$λ_{3}$	0.7842	16.71

Estimation Period:
Jan 19, 2007 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts